1. First you want to get openjfx (subversion or .zip).
2. Create a Java project in IDEA and put the files from trunk/lib (Filters.jar, javafxrt.jar & swing-layout.jar) in the classpath (e.g. add as a project library).
3. Create a .fx file

4. Create a run configuration
Basically you want to run net.java.javafx.FXShell with your .fx file as an argument.4. Make sure that your .fx file is in the classpath
..Otherwise it won't work
As for syntax highlighting this can be set up by making a file type definition for *.fx files:

So all in all pretty ugly. A real JavaFX plugin is still on the IDEA wishlist.
And yes, there is already a plugin for Eclipse. There is also a fairly comprehensive tutorial using NetBeans on openjfx.dev.java.net
